Pages that link to "Item:Q2415959"
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The following pages link to Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching (Q2415959):
Displaying 12 items.
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Optimal dividend policy with liability constraint under a hidden Markov regime-switching model (Q2315620) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- (Q3404799) (← links)
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258) (← links)
- Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
- Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786) (← links)
- Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (Q5073018) (← links)
- Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching (Q5252246) (← links)
- <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641) (← links)
- Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin (Q6640251) (← links)
